Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55101.1537 | 26676.9688 | 28424.1849 | 62914.7252 | 31105.9316 | 31808.7936 |
Total P&L (%) | 55.1012 | 26.677 | 28.4242 | 62.9147 | 31.1059 | 31.8088 |
Avg Daily Profit (%) | 0.7128 | 0.3451 | 0.3677 | 0.6334 | 0.351 | 0.3579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29671 | -13168 | -17968 | -27256 | -13234 | -17094 |
Profit Factor | 1.4163 | 1.3896 | 1.4448 | 1.4463 | 1.4231 | 1.4717 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Losing Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Profitability (%) | 56.129 | 59.7403 | 52.5641 | 56.129 | 59.7403 | 52.5641 |
Ratio Avg Win / Avg Loss | 1.107 | 0.9365 | 1.3038 | 1.1305 | 0.959 | 1.3281 |
Largest Winning Trade | 11305 | 11305 | 7810 | 13394 | 13394 | 7951 |
Largest Losing Trade | -7232 | -6864 | -7232 | -7720 | -6869 | -7720 |
Avg Bars in Trades | 140 | 126 | 154 | 140 | 126 | 154 |
Avg Bars in Winners | 131 | 107 | 158 | 131 | 107 | 158 |
Avg Bars in Losers | 152 | 155 | 150 | 152 | 155 | 150 |
Bars Traded | 21824 | 9768 | 12056 | 21824 | 9768 | 12056 |
Profit Streak | 27.0445 | 28.284 | 27.0445 | 27.0445 | 28.284 | 27.0445 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448174 | -36509 | -28789 | 449101 | -35861 | -28407 |
{ "trading_pair": "MKR_USDT", "interval": "5m", "packets": 25000, "actual_packets": 22262, "evaluation_days": 77.3, "actual_first_datapoint_time": 1751226600000, "first_datapoint_time": 1751279400000, "last_datapoint_time": 1757904900000, "evaluation_time": 1760160841238, "expiration_time": 1763675210400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 157, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 55101.1537310528, 26676.9687931293, 28424.1849379234, 62914.7252116801, 31105.9316056877, 31808.7936059924 ], [ 55.101154, 26.676969, 28.424185, 62.914725, 31.105932, 31.808794 ], [ 0.712822, 0.34511, 0.367713, 0.633377, 0.350984, 0.357925 ], [ 10, 10, 10, 10, 10, 10 ], [ -29671, -13168, -17968, -27256, -13234, -17094 ], [ 1.416255, 1.389639, 1.44477, 1.446347, 1.423097, 1.471695 ], [ 155, 77, 78, 155, 77, 78 ], [ 87, 46, 41, 87, 46, 41 ], [ 68, 31, 37, 68, 31, 37 ], [ 56.129032, 59.74026, 52.564103, 56.129032, 59.74026, 52.564103 ], [ 1.106958, 0.936496, 1.303816, 1.130478, 0.959044, 1.328115 ], [ 11305, 11305, 7810, 13394, 13394, 7951 ], [ -7232, -6864, -7232, -7720, -6869, -7720 ], [ 140, 126, 154, 140, 126, 154 ], [ 131, 107, 158, 131, 107, 158 ], [ 152, 155, 150, 152, 155, 150 ], [ 21824, 9768, 12056, 21824, 9768, 12056 ], [ 27.044459, 28.284042, 27.044459, 27.044459, 28.284042, 27.044459 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 448174, -36509, -28789, 449101, -35861, -28407 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "5m", "packets": 25000, "actual_packets": 22262, "evaluation_days": 77.3, "actual_first_datapoint_time": 1751226600000, "first_datapoint_time": 1751279400000, "last_datapoint_time": 1757904900000, "evaluation_time": 1760160841238, "expiration_time": 1763675210400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 157, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|